It’s futile attempting to predict the markets I instead would recommend to do it for trading strategies only by using options, ie. apply your code on options & their underlying stuff you trade, not trying to attempt the future market price (stock price etc.).
IMO one does not need any MLP for the financial markets (stocks, options, futures, currencies etc.), but I admit I don’t have much experience in MLP or AI, just the basics, but I’m an experienced professional senior C++ programmer / SW developer/ SW architect, as well an options expert, though not as a registered professional with license etc.
Search for articles and literature for quants; it’s IMO equally advanced and challenging like MLP and AI etc.